-43.1%
KHC vs CHRW
+207.9%
-251.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | -1.9% | -3.5% | +1.6% | -1.2% |
| 3M | +14.4% | -19.4% | +33.8% | +18.8% |
| 6M | +8.7% | -21.4% | +30.1% | +13.1% |
| YTD | +7.8% | -7.1% | +14.9% | +7.4% |
| 1Y | -1.5% | +17.8% | -19.3% | -7.7% |
| 3Y | -9.9% | +78.8% | -88.6% | -25.7% |
| 5Y | -10.7% | +83.5% | -94.3% | -29.7% |
| 10Y | -55.7% | +160.2% | -215.9% | -70.8% |
| All | -43.1% | +207.9% | -251.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling